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UVIX vs. VIXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UVIX vs. VIXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Shares 2x Long VIX Futures ETF (UVIX) and ProShares VIX Short-Term Futures ETF (VIXY). The values are adjusted to include any dividend payments, if applicable.

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UVIX vs. VIXY - Yearly Performance Comparison


2026 (YTD)2025202420232022
UVIX
Volatility Shares 2x Long VIX Futures ETF
51.66%-83.21%-75.24%-95.28%-62.08%
VIXY
ProShares VIX Short-Term Futures ETF
33.97%-43.05%-27.43%-72.74%-27.93%

Returns By Period

In the year-to-date period, UVIX achieves a 51.66% return, which is significantly higher than VIXY's 33.97% return.


UVIX

1D
-18.99%
1M
37.90%
YTD
51.66%
6M
-12.79%
1Y
-76.74%
3Y*
-82.44%
5Y*
10Y*

VIXY

1D
-9.32%
1M
23.30%
YTD
33.97%
6M
6.35%
1Y
-31.66%
3Y*
-42.53%
5Y*
-45.66%
10Y*
-46.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UVIX vs. VIXY - Expense Ratio Comparison

UVIX has a 2.78% expense ratio, which is higher than VIXY's 0.85% expense ratio.


Return for Risk

UVIX vs. VIXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UVIX
UVIX Risk / Return Rank: 44
Overall Rank
UVIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UVIX Sortino Ratio Rank: 66
Sortino Ratio Rank
UVIX Omega Ratio Rank: 66
Omega Ratio Rank
UVIX Calmar Ratio Rank: 11
Calmar Ratio Rank
UVIX Martin Ratio Rank: 55
Martin Ratio Rank

VIXY
VIXY Risk / Return Rank: 66
Overall Rank
VIXY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXY Sortino Ratio Rank: 77
Sortino Ratio Rank
VIXY Omega Ratio Rank: 77
Omega Ratio Rank
VIXY Calmar Ratio Rank: 55
Calmar Ratio Rank
VIXY Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UVIX vs. VIXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares 2x Long VIX Futures ETF (UVIX) and ProShares VIX Short-Term Futures ETF (VIXY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


UVIXVIXYDifference

Sharpe ratio

Return per unit of total volatility

-0.51

-0.42

-0.09

Sortino ratio

Return per unit of downside risk

-0.36

-0.22

-0.14

Omega ratio

Gain probability vs. loss probability

0.95

0.97

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.82

-0.46

-0.36

Martin ratio

Return relative to average drawdown

-0.93

-0.59

-0.35

UVIX vs. VIXY - Sharpe Ratio Comparison

The current UVIX Sharpe Ratio is -0.51, which is comparable to the VIXY Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of UVIX and VIXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UVIXVIXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

-0.42

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

-0.68

+0.09

Correlation

The correlation between UVIX and VIXY is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UVIX vs. VIXY - Dividend Comparison

Neither UVIX nor VIXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UVIX vs. VIXY - Drawdown Comparison

The maximum UVIX drawdown since its inception was -99.96%, roughly equal to the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UVIX and VIXY.


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Drawdown Indicators


UVIXVIXYDifference

Max Drawdown

Largest peak-to-trough decline

-99.96%

-100.00%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-94.23%

-69.84%

-24.39%

Max Drawdown (5Y)

Largest decline over 5 years

-96.84%

Max Drawdown (10Y)

Largest decline over 10 years

-99.88%

Current Drawdown

Current decline from peak

-99.93%

-100.00%

+0.07%

Average Drawdown

Average peak-to-trough decline

-88.02%

-92.10%

+4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

82.45%

54.60%

+27.85%

Volatility

UVIX vs. VIXY - Volatility Comparison

Volatility Shares 2x Long VIX Futures ETF (UVIX) has a higher volatility of 59.07% compared to ProShares VIX Short-Term Futures ETF (VIXY) at 29.44%. This indicates that UVIX's price experiences larger fluctuations and is considered to be riskier than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UVIXVIXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

59.07%

29.44%

+29.63%

Volatility (6M)

Calculated over the trailing 6-month period

94.37%

47.30%

+47.07%

Volatility (1Y)

Calculated over the trailing 1-year period

149.63%

75.02%

+74.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

138.22%

71.36%

+66.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

138.22%

72.68%

+65.54%